Research into mRNA vaccines is advancing rapidly, with proven efficacy against coronavirus disease 2019 and promising therapeutic potential against a variety of solid tumors. Adjuvants, critical components of mRNA vaccines, significantly enhance vaccine effectiveness and are integral to numerous mRNA vaccine formulations. However, the development and selection of adjuvant platforms are still in their nascent stages, and the mechanisms of many adjuvants remain poorly understood. Additionally, the immunostimulatory capabilities of certain novel drug delivery systems (DDS) challenge the traditional definition of adjuvants, suggesting that a revision of this concept is necessary. This review offers a comprehensive exploration of the mechanisms and applications of adjuvants and self-adjuvant DDS. It thoroughly addresses existing issues mentioned above and details three main challenges of immune-related adverse event, unclear mechanisms, and unsatisfactory outcomes in old age group in the design and practical application of cancer mRNA vaccine adjuvants. Ultimately, this review proposes three optimization strategies which consists of exploring the mechanisms of adjuvant, optimizing DDS, and improving route of administration to improve effectiveness and application of adjuvants and self-adjuvant DDS.